面向网络环境脉冲式需求的采购风险控制

项目名称： 面向网络环境脉冲式需求的采购风险控制

项目编号： No.71471144

项目类型： 面上项目

立项/批准年度： 2015

项目学科： 管理科学

项目作者： 吴锋

作者单位： 西安交通大学

项目金额： 63万元

中文摘要： 网络在线销售导致脉冲式需求（如双十一）频发，高度不确定的脉冲式需求使制造商面临巨大风险，其中极为关键的就是原材料采购风险。对此，本项目主要解决脉冲需求预测和采购风险控制两大问题，具体包括：（1）脉冲需求主要影响因素和形成机理分析。提取影响顾客购买决策的主要因素，进而分析这些因素对需求的静态和动态影响。（2）预测模型。基于复杂网络理论，从顾客获取信息和购买行为视角，研究脉冲式需求动态形成过程，建立预测模型。（3）面向战略型顾客采购风险控制。考虑制造商风险态度，基于期望效用理论和博弈论，建立制造商和顾客的博弈模型，求得理论预期均衡解，分析不同参数对采购决策和风险的影响。（4）考虑需求结构的采购风险控制。采用信息更新、动态定价、组合策略和多源策略等手段，利用随机规划、动态规划和贝叶斯更新等方法，使用条件在险价值（CVaR）度量风险，建立多阶段采购风险控制模型，实现需求、价格和供应风险的主动控制。

中文关键词： 网络环境；脉冲式需求；制造商；采购；风险控制

英文摘要： Online channel sales lead to frequent arises of pulsed demands (e.g.11/11), high uncertainty of pulsed demand makes huge risk on manufacturers, raw material procurement is one of the most critical and important links. With this concern, this project aims at solving two major problems, namely demand forecast and procurement risk control, which specifically include: (1)The analysis of main factors and formation mechanism. We first extract those main factors affecting customer purchasing decisions, and then analyze the static and dynamic effects of these factors on the demand. (2) The establishment of forecasting model. Based on the theory of complex networks, from the perspective of customers accessing information and purchasing behavior, we study the dynamic formation process of pulsed demand and then establish the forecasting model. (3)Procurement risk control in the presence of strategic customer. Considering the risk attitude of a manufacturer, based on expected utility theory and game theory, we shall build a game model between the manufacturer and customers, then solve the model and analyze the influence of different parameters on procurement decision and risk. (4)Procurement risk control considering demand structure. With the means of information updating, dynamic pricing, portfolio strategy and multi-sourcing strategy, utilizing stochastic programming, dynamic programming and Bayesian updating methods, using Conditional Value at Risk (CVaR) to measure risk, we establish a multi-period procurement risk control model, to actively control the risk of customer demand, procurement price and supply.

英文关键词： Online channel;Pulsed demand;Manufacturer;Procurement;Risk control